Option‐based evidence of the nonstationarity of expected S&P 500 futures price distributions

Bruce J. Sherrick; Scott H. Irwin; D. Lynn Forster

doi:10.1002/fut.3990120304

Option‐based evidence of the nonstationarity of expected S&P 500 futures price distributions

Bruce J. Sherrick, Scott H. Irwin, D. Lynn Forster

Agricultural and Consumer Economics

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	275-290
Number of pages	16
Journal	Journal of Futures Markets
Volume	12
Issue number	3
DOIs	https://doi.org/10.1002/fut.3990120304
State	Published - Jun 1992

ASJC Scopus subject areas

Accounting
General Business, Management and Accounting
Finance
Economics and Econometrics

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10.1002/fut.3990120304

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title = "Option‐based evidence of the nonstationarity of expected S&P 500 futures price distributions",

author = "Sherrick, {Bruce J.} and Irwin, {Scott H.} and Forster, {D. Lynn}",

year = "1992",

month = jun,

doi = "10.1002/fut.3990120304",

language = "English (US)",

volume = "12",

pages = "275--290",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

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AU - Irwin, Scott H.

AU - Forster, D. Lynn

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EP - 290

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 3

ER -

Option‐based evidence of the nonstationarity of expected S&P 500 futures price distributions

ASJC Scopus subject areas

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